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Alberto Elices

AE

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Publications

3

Citations

36

H-Index

3

Active since

2007

Affiliations

CaixaBank(Current)

Alberto Elices is an author at CaixaBank specializing in asset pricing, financial engineering, and finance.

Top concepts

Publications per year

2007–2013

3

Publications

3

Affine concatenation

Alberto Elices · Wilmott Journal · 2009 · 16 citations

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Models with time-dependent parameters using transform methods: application to Heston's model

Alberto Elices · ArXiv.org · 2007 · 10 citations · Full text

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Applying hedging strategies to estimate model risk and provision calculation

Alberto Elices, Eduard Giménez · Quantitative Finance · 2013 · 10 citations

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